-66.2%
ALTI vs SPY
+96.3%
-162.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.8% |
| 7D | +9.7% | -0.8% | +10.4% | +10.1% |
| 30D | -20.3% | -1.1% | -19.3% | -19.9% |
| 3M | +11.9% | +3.9% | +8.0% | +9.5% |
| 6M | -18.8% | +13.6% | -32.4% | -24.1% |
| YTD | -29.1% | +12.7% | -41.8% | -33.4% |
| 1Y | -15.2% | +17.5% | -32.7% | -21.9% |
| 3Y | -57.3% | +76.9% | -134.2% | -66.3% |
| 5Y | -66.0% | +83.6% | -149.6% | -73.7% |
| All | -66.2% | +96.3% | -162.5% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling